검색결과 : 41건
| No. | Article |
|---|---|
| 1 |
LONG-RUN RISK-SENSITIVE IMPULSE CONTROL Jelito D, Pitera M, Stettner L SIAM Journal on Control and Optimization, 58(4), 2446, 2020 |
| 2 |
Risk-Sensitive Linear Control for Systems With Stochastic Parameters Ito Y, Fujimoto K, Tadokoro Y, Yoshimura T IEEE Transactions on Automatic Control, 64(4), 1328, 2019 |
| 3 |
Affine Monotonic and Risk-Sensitive Models in Dynamic Programming Bertsekas DP IEEE Transactions on Automatic Control, 64(8), 3117, 2019 |
| 4 |
RISK SENSITIVE PORTFOLIO OPTIMIZATION WITH DEFAULT CONTAGION AND REGIME-SWITCHING Bo LJ, Liao HF, Yu X SIAM Journal on Control and Optimization, 57(1), 366, 2019 |
| 5 |
Risk Sensitive Control of the Lifetime Ruin Problem Bayraktar E, Cohen A Applied Mathematics and Optimization, 77(2), 229, 2018 |
| 6 |
A VARIATIONAL FORMULA FOR RISK-SENSITIVE REWARD Anantharam V, Borkar VS SIAM Journal on Control and Optimization, 55(2), 961, 2017 |
| 7 |
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control Djehiche B, Tembine H, Tempone R IEEE Transactions on Automatic Control, 60(10), 2640, 2015 |
| 8 |
Risk-Sensitive Control Under Markov Modulated Denial-of-Service (DoS) Attack Strategies Befekadu GK, Gupta V, Antsaklis PJ IEEE Transactions on Automatic Control, 60(12), 3299, 2015 |
| 9 |
Risk-Sensitive Control of Pure Jump Process on Countable Space with Near Monotone Cost Kumar KS, Pal C Applied Mathematics and Optimization, 68(3), 311, 2013 |
| 10 |
RISK-SENSITIVE MARKOV CONTROL PROCESSES Shen Y, Stannat W, Obermayer K SIAM Journal on Control and Optimization, 51(5), 3652, 2013 |